+344.8%
VFC vs TECK
+1,914.1%
-1,569.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.2% |
| 7D | -1.4% | +2.1% | -3.6% | -1.8% |
| 30D | +24.6% | -8.9% | +33.5% | +26.6% |
| 3M | +38.4% | -7.1% | +45.5% | +39.8% |
| 6M | +15.3% | -7.0% | +22.3% | +15.8% |
| YTD | +12.7% | +28.3% | -15.6% | +6.5% |
| 1Y | +32.7% | +40.6% | -7.9% | +23.3% |
| 3Y | +43.7% | +78.2% | -34.5% | +27.6% |
| 5Y | -69.2% | +129.5% | -198.7% | -74.3% |
| 10Y | -50.0% | +205.6% | -255.6% | -63.2% |
| All | +344.8% | +1,914.1% | -1,569.3% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling